-97.6%
AMC vs GWRE
+252.8%
-350.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +3.5% | -2.0% | +5.5% | +4.2% |
| 30D | +12.5% | -4.1% | +16.5% | +13.6% |
| 3M | +23.6% | -13.4% | +36.9% | +26.4% |
| 6M | +144.4% | +26.0% | +118.4% | +110.6% |
| YTD | +108.3% | -21.3% | +129.6% | +113.6% |
| 1Y | +38.9% | -27.5% | +66.4% | +47.3% |
| 3Y | -58.9% | +72.7% | -131.5% | -72.0% |
| 5Y | -99.2% | +26.4% | -125.6% | -99.4% |
| 10Y | -98.8% | +169.3% | -268.1% | -99.4% |
| All | -97.6% | +252.8% | -350.4% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling